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Asset Price Dynamics, Volatility, and Prediction

Taylor, Stephen - 2005

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily...

Persistent link: https://www.econbiz.de/10014488381

Asset price dynamics, volatility, and prediction

Taylor, Stephen - 2007 - 1. paperback print.

Persistent link: https://www.econbiz.de/10012683504

Information about price and volatility jumps inferred from options prices

Taylor, Stephen J.; Tzeng, Chi-Feng; Widdicks, Martin - In: Journal of Futures Markets 38 (2018) 10, pp. 1206-1226

Persistent link: https://www.econbiz.de/10012082110

Forecasting the volatility of currency exchange rates

Taylor, Stephen J. - In: International Journal of Forecasting 3 (1987) 1, pp. 159-170

Persistent link: https://www.econbiz.de/10005428711

Commodity models for forecasting and policy analysis : Walter C. Labys and Peter K. Pollak, (Croom Helm, London and Nichols, New York, 1984) [UK pound]19.95/$38.50, pp. 209

Taylor, Stephen J. - In: International Journal of Forecasting 2 (1986) 2, pp. 252-253

Persistent link: https://www.econbiz.de/10005428853

Forecasting market prices

Taylor, Stephen J. - In: International Journal of Forecasting 4 (1988) 3, pp. 421-426

Persistent link: https://www.econbiz.de/10005428888

Parameter variability in the single factor market model: An empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange : Johan Knif, (The Finnish Society of Sciences and Letters, Helsinki, 1989), pp. 167, ISBN 951-653-196-2, ISSN 0355-256X

Taylor, Stephen J. - In: International Journal of Forecasting 6 (1990) 4, pp. 571-572

Persistent link: https://www.econbiz.de/10005429476

Intraday effects of foreign exchange intervention by the Bank of Japan1

Chang, Yuanchen; Taylor, Stephen J. - In: Journal of International Money and Finance 17 (1998) 1, pp. 191-210

Persistent link: https://www.econbiz.de/10005397496

Information arrivals and intraday exchange rate volatility

Chang, Yuanchen; Taylor, Stephen J. - In: Journal of International Financial Markets, … 13 (2003) 2, pp. 85-112

Persistent link: https://www.econbiz.de/10005408475

The relationships between sentiment, returns and volatility

Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen J. - In: International Journal of Forecasting 22 (2006) 1, pp. 109-123

Persistent link: https://www.econbiz.de/10005418521